Anic Equity

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Total return since start: 0.547 %

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Equity now: -----------------------------> 47255.4 Kr

Max Equity ever reached: ------------> 48629.89 Kr

Portfolio value: --------------------------> 45860.49 Kr

PnL: ---------------------------------------> -1028.08 Kr

DD now: ---------------------------------> -2.826 %

Max portfolio DD since start: ----> -13.025 %

Updated:

'2023-01-19 12:58:05.721117'

Anic Portfolio

Today

Return: -1.358 %

This Week

Return: -0.585 %

C:\Users\joandre\Anaconda3\envs\AnicTrading\lib\site-packages\IPython\core\displayhook.py:275: UserWarning:

Output cache limit (currently 1000 entries) hit.
Flushing oldest 200 entries.

Total

Return: 54.702 %

Benchmark comparison TODAY

Benchmark comparison

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings

	volume	changePercent	value	profit	profitPercent	acquiredValue
name
FM Mattsson Mora Group B	50	0.500000	3020.000000	93.000000	3.180000	2927.000000
HEBA B	70	-3.490000	2712.500000	76.500000	2.900000	2636.000010
Beijer Electronics Group	26	-3.470000	3036.800000	65.800000	2.210000	2971.000006
Corem Property Group B	59	-2.960000	618.910000	41.910000	7.260000	576.999999
Samhällsbyggnadsbo. i Norden B	20	-8.070000	389.400000	34.400000	9.690000	355.000000
SAAB B	8	-0.090000	3398.400000	21.400000	0.630000	3377.000000
MedCap	2	-1.570000	439.000000	18.000000	4.280000	421.000000
OEM International B	7	-2.870000	545.300000	17.300000	3.280000	527.999997
Norva24 Group	16	-2.520000	557.760000	14.760000	2.720000	543.000000
Intrum	4	-2.240000	540.400000	13.400000	2.540000	527.000000
AcadeMedia	12	-0.630000	565.440000	8.440000	1.520000	557.000004
Coor Service Management Hold.	8	-2.250000	539.200000	7.200000	1.350000	532.000000
Fastighetsbolag. Emilshus Pref	21	-0.180000	568.050000	6.050000	1.080000	562.000005
Eastnine	4	-2.200000	496.800000	5.800000	1.180000	491.000000
HMS Networks	2	-5.060000	675.200000	2.200000	0.330000	673.000000
Securitas B	6	-0.460000	571.680000	1.680000	0.290000	570.000000
Creaspac SPAC	6	-0.100000	578.400000	1.400000	0.240000	577.000002
Essity A	4	0.520000	1150.000000	1.000000	0.090000	1149.000000
Resurs Holding	22	-0.870000	574.200000	0.200000	0.030000	573.999998
Swedbank A	3	-0.660000	563.400000	-0.600000	-0.110000	564.000000
Essity B	2	0.490000	573.000000	-1.000000	-0.170000	574.000000
Samhällsbyggnadsbo. i Norden D	12	-4.860000	244.320000	-1.680000	-0.680000	246.000000
Handelsbanken A	5	0.000000	541.000000	-5.000000	-0.920000	546.000000
Karnov Group	9	-0.170000	527.400000	-8.600000	-1.600000	536.000004
Midsona B	63	-0.550000	571.410000	-11.590000	-1.990000	582.999984
Boozt	12	-5.010000	1636.800000	-17.200000	-1.040000	1653.999996
CTEK	13	-3.530000	514.800000	-19.200000	-3.600000	533.999999
Nordea Bank Abp	29	-0.840000	3410.400000	-43.600000	-1.260000	3453.999992
Vivesto	1368	-1.630000	560.610000	-52.390000	-8.550000	612.999432
International Petroleum Corp.	5	-4.010000	538.000000	-56.570000	-9.510000	594.565215
Sampo Oyj SDB	7	0.840000	3769.500000	-80.500000	-2.090000	3850.000000
Axfood	13	-0.360000	3615.300000	-140.700000	-3.750000	3756.000001
OX2	18	-4.070000	1465.200000	-198.800000	-11.950000	1663.999992
Fasadgruppen Group	35	-0.200000	3440.500000	-370.500000	-9.720000	3810.999990
Ovzon	52	-2.260000	2917.200000	-444.800000	-13.230000	3361.999992
TOTAL			45866.280000	-1022.290000	-2.81452%	46888.564618

Updated:

'2023-01-19 12:57:35.385010'

None

Last optimization/rebalancing:

'2023-01-02'

Next optimization/rebalancing:

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!

AVAN-Live vs backtest and OMXSE30 2023

Walk forward test results - depending on starting day

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %.

Walk forward test results - Distribution of maximal drawdowns

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.